Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms
Mathematical Physics
2019-04-09 v3 math.MP
Abstract
In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.
Cite
@article{arxiv.1803.09347,
title = {Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms},
author = {Carsten Hartmann and Christof Schuette and Wei Zhang},
journal= {arXiv preprint arXiv:1803.09347},
year = {2019}
}
Comments
journal version